After some Trial and Error, I have managed to find the errors.
Firstly, I didn't inherit from DbContext in my Context, therefore, my context class now looks like this
public class BikesDbContext : DbContext
{
public DbSet<Customer> Customers { get; set; }
}
Notice the difference where I now correctly Inherit.
In addition, I found that I do not need to use the "AttachDbFilename" in the Connection String in the App.Config
This now provides a Dataset in the linq populated with customers starting with "S"